+14.9%
HUM vs RPRX
+52.7%
-37.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | -8.4% | +10.4% | +3.2% |
| 30D | +5.4% | -0.6% | +6.0% | +5.4% |
| 3M | +11.4% | +6.4% | +5.0% | +10.4% |
| 6M | +141.5% | +26.6% | +114.9% | +133.8% |
| YTD | +61.2% | +53.8% | +7.4% | +52.2% |
| 1Y | +49.2% | +62.8% | -13.6% | +39.6% |
| 3Y | -9.0% | +118.0% | -127.1% | -18.9% |
| 5Y | +7.2% | +71.2% | -64.0% | -0.9% |
| All | +14.9% | +52.7% | -37.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling